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MyTrendTimer Financial Market Trend Timing report

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November 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
USD to CHF
November 19th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
 
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November 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
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MyTrendTimer : U.S. Dollar to Swiss Franc analysis of June 23, 2018
Description of this asset/index
The dollar (currency code USD) is the unit of currency of the United States. The U.S. dollar has also been adopted as the official and legal currency by the governments in a few other countries. The U.S. dollar is normally abbreviated as the dollar sign, $, or as USD or US$ to distinguish it from other dollar-denominated currencies and from others that use the $ symbol. It is divided into 100 cents. The franc (currency code CHF) is the currency and legal tender of Switzerland and Liechtenstein. The Italian exclave Campione d'Italia and the German exclave Büsingen also use the Swiss franc. Franc banknotes are issued by the central bank of Switzerland, the Swiss National Bank, while coins are issued by the federal mint, Swissmint.
Financial InstrumentValue
Asset NameU.S. Dollar to Swiss Franc
SymbolUSDCHF=X
CurrencyCHF
Underlying instrumentSpot or term Forex Market
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength1.2
DateJune 22, 2018
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated June 22, 2018 to backtest the trend timer model buy and sell signals
Generated Signals
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy22.03.20010001.73070+0.00
Sell02.08.20011321.71140-1.12
Buy24.01.20021751.67500-2.13
Sell25.03.20020601.66550-0.57
Buy28.03.20020031.68180+0.98
Sell01.04.20020031.66260-1.14
Buy15.07.20034701.37910-17.05
Sell30.09.20030771.32060-4.24
Buy06.04.20041891.29745-1.75
Sell28.05.20040521.25440-3.32
Buy31.08.20040951.26805+1.09
Sell30.09.20040301.24870-1.53
Buy09.02.20051321.21770-2.48
Sell22.02.20050131.16335-4.46
Buy06.04.20050421.20735+3.78
Sell19.01.20062881.28145+6.14
Buy09.02.20060211.30240+1.63
Sell19.04.20060681.27120-2.40
Buy21.09.20061551.25120-1.57
Sell22.09.20060011.23455-1.33
Buy28.09.20060061.24825+1.11
Sell21.11.20060541.24115-0.57
Buy19.01.20070591.25000+0.71
Sell28.02.20070401.22120-2.30
Buy11.06.20071021.23975+1.52
Sell09.07.20070281.21710-1.83
Buy11.08.20083991.08380-10.95
Sell26.12.20081371.07010-1.26
Buy28.01.20090331.14440+6.94
Sell04.05.20090951.12880-1.36
Buy28.01.20102691.05200-6.80
Sell07.07.20101591.05460+0.25
Buy21.09.20114410.89330-15.29
Sell30.03.20121910.90290+1.07
Buy06.04.20120070.91770+1.64
Sell30.04.20120240.90820-1.04
Buy04.05.20120040.91760+1.04
Sell14.09.20121330.92510+0.82
Buy05.03.20131720.94320+1.96
Sell19.06.20131050.91940-2.52
Buy02.07.20130130.94930+3.25
Sell29.07.20130270.93090-1.94
Buy23.01.20141780.91070-2.17
Sell25.01.20140020.89650-1.56
Buy26.05.20141200.89470-0.20
Sell21.01.20152400.86000-3.88
Buy05.03.20150430.97380+13.23
Sell01.05.20150560.93420-4.07
Buy17.07.20150770.96070+2.84
Sell11.03.20162380.98170+2.19
Buy27.05.20160760.99170+1.02
Sell08.06.20160120.95970-3.23
Buy15.07.20160370.98340+2.47
Sell12.08.20160280.97410-0.95
Buy11.10.20160600.98720+1.34
Sell08.02.20171200.99350+0.64
Buy13.02.20170051.00510+1.17
Sell23.03.20170380.99280-1.22
Buy17.04.20170241.00700+1.43
Sell20.04.20170030.99700-0.99
Buy10.10.20171730.97444-2.26
Sell11.01.20180930.97482+0.04
Buy19.04.20180970.97133-0.36
Info : Current22.06.20180640.99000+1.92
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-37.87
Model Buy and Hold-42.80
Model Long Only-30.70
Model Short Only+17.46
Model Long and Short-18.60
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.17
Model Buy and Hold-2.45
Model Long Only-1.76
Model Short Only+1.00
Model Long and Short-1.06
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+0.69
Model Short vs Model Buy and Hold+3.45
Model Long and Short vs Model Buy and Hold+1.39
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0.41
Model Short vs Buy and Hold+3.17
Model Long and Short vs Buy and Hold+1.10
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote0.98911
Standard Deviation0.00459
Lowest quote0.98187
Highest quote0.99615
Median0.98901
Max Daily Loose percent-0.42510
Max Daily Gain percent0.98344
Simple Perf.-0.10091
Last 5 quotes StatisticsValue
Mean quote0.99406
Standard Deviation0.00244
Lowest quote0.99000
Highest quote0.99615
Median0.99308
Max Daily Loose percent-0.35252
Max Daily Gain percent0.03718
Simple Perf.-0.61738
Previous year StatisticsValue
Mean quote0.98441
Standard Deviation0.01809
Lowest quote0.94566
Highest quote1.02650
Median0.98608
Max Daily Loose percent-1.49706
Max Daily Gain percent1.16727
Simple Perf.-4.18504
First quote1.01600
Last quote0.97348
Current year StatisticsValue
Mean quote0.96605
Standard Deviation0.02292
Lowest quote0.92339
Highest quote1.00429
Median0.96384
Max Daily Loose percent-1.56375
Max Daily Gain percent1.02995
Simple Perf.1.69701
First quote0.97348
Last quote0.99000
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+4.9319+0.26
February+0.0719+0.00
March-6.1019-0.32
April-3.3119-0.17
May+3.9719+0.21
June-15.5119-0.82
July-2.6518-0.15
August+5.7218+0.32
September-3.5218-0.20
October+5.4118+0.30
November-1.1518-0.06
December-28.2918-1.57
TWR Return by Year for this asset
YearTWR Return.
2000+1.69
2001+2.46
2002-16.72
2003-10.56
2004-8.06
2005+15.90
2006-7.38
2007-7.15
2008-5.81
2009-3.06
2010-9.77
2011+0.41
2012-2.35
2013-2.75
2014+11.59
2015+0.82
2016+1.43
2017-4.19
2018+1.70
Year 2014 to 2015 Monthly performance
MonthYearPerformance
January2014+0.94
February2014-0.98
March2014-0.35
April2014-0.76
May2014+1.61
June2014-0.84
July2014+2.46
August2014+0.99
September2014+4.09
October2014+0.74
November2014+0.39
December2014+2.85
January2015-7.33
February2015+3.32
March2015+2.10
April2015-3.13
May2015-0.01
June2015-0.73
July2015+3.15
August2015+0.51
September2015+0.89
October2015+1.02
November2015+4.15
December2015-2.55
Year 2016 to 201n Monthly performance
MonthYearPerformance
January2016+2.14
February2016-2.60
March2016-3.81
April2016+0.17
May2016+3.54
June2016-1.49
July2016-1.03
August2016+1.41
September2016-1.36
October2016+2.06
November2016+2.91
December2016-0.23
January2017-2.66
February2017+1.32
March2017-0.21
April2017-0.58
May2017-2.58
June2017-1.06
July2017+0.62
August2017-0.32
September2017+0.76
October2017+2.98
November2017-1.33
December2017-1.07
January2018-4.31
February2018+1.23
March2018+1.12
April2018+3.96
May2018-0.74
June2018+0.63
Quotes UsedValue
Link on Quote FileUSDCHF_20180622.csv
Quote File Used/local/java/TrendTimer/quote_data/USDCHF_20180622.csv
# of Quotes4771
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)22.06.2018
File last quote0.99000
First data considered (dd.MM.yyyy)18.05.2000
First data considered1.73500
Min. Quote date (dd.MM.yyyy)10.08.2011
Min. Quote value0.73010
Max Quote date (dd.MM.yyyy)26.10.2000
Max Quote value1.82000
Max daily drop date (dd.MM.yyyy)15.01.2015
Max Daily Drop percent-12.12151
Max daily gain date (dd.MM.yyyy)06.09.2011
Max daily Gain percent9.46135
Signals StatisticsValue
# Generated Signals63
Avg # op. by year3.61
# Days6288
# Days in years17.47
Biggest loose (Long only)-4.46
Min # days uninvested (before Buy Signal)3
Max # days uninvested (before Buy Signal)470
Min # days invested (before Sell Signal)1
Max # days invested (before Sell Signal)288
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.8.0_171
OS NameLinux
OS Version4.15.17-200.fc26.x86_64
User Namemarc
Calculation Time (Ms)168
Tech Id425279593-123960
XML output fileUSDCHF_20180622.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/USDCHF_20180622.xml
# Warnings found70
Generated on (dd.MM.yyyy HH:mm:ss)23.06.2018 20:42:06
Disclaimer
All information provided "as is" for informational purposes only, not intended for trading purposes or advice. Prior to execution of any security trade, you are advised to consult your authorized financial advisor to verify the accuracy of all information. Neither MyTrendTimer nor anyone is liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein. You can freely redistribute the information found herein as long as this disclaimer is included unmodified. Past performance does not guarantee future results. Some indexes, benchmarks or brand names may be trademarks or registered trademarks of their respective owners.
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